-32.9%
DOCS vs NVMI
+2.8%
-35.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | -0.1% |
| 7D | +2.6% | +1.5% | +1.1% | +2.9% |
| 30D | +11.4% | -4.1% | +15.5% | +10.8% |
| 3M | +25.4% | -22.8% | +48.1% | +20.5% |
| 6M | +42.5% | -36.9% | +79.4% | +32.9% |
| YTD | -24.7% | -3.2% | -21.5% | -34.6% |
| 1Y | -32.9% | +7.1% | -40.0% | -43.0% |
| All | -32.9% | +2.8% | -35.8% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling